When it comes to titles, I tend to prefer clear, common English titles with in-world translations used sparingly. For instance, Umbril in the Clockwork Jungle are frequently ruled by an Ivet, which literally means "foundation/base," but which I very often wrote as "Prince." (There's also at least one Ul-Ivet - "Great Prince.") For the Gheen, I pretty much always used "Queen" and rarely used the in-world translation, Reeya. I'd use the in-world terms in a game if the players seemed receptive, but I like to have a simple English equivalent near at hand.

Titles with specific historical connotations tend to put me off. A fantasy Colonel, for instance, would throw me; that word has an etymology going back to the Spanish tercios and only refers to a high military rank in this world because of historical accident. Some titles, however, are acceptable in any circumstance. "First," "head," "ruler," and "power[ful one]" are all obvious, generic ways of describing authority, which is why their English titular equivalents - Prince/Princess, Captain, King/Queen, and Emperor/Empress - are always acceptable to me in any circumstance. But I wouldn't use non-English translations of those - e.g. Fürst, Hauptmann, Raj, Tsar - unless it was a near-Earth setting in which I was specifically trying to evoke a real culture. Having a "jarl" in Fimbulvinter is fine because it's specifically going for a Norse Mythology vibe, but a jarl in other circumstances would be jarring.